Chapter 2:

An Introduction to Linear
Programming
Instructor: Dr. Mohamed Mostafa
Overview

• Linear Programming Problem

• Problem Formulation
• A Simple Maximization Problem
• Graphical Solution Procedure
• Extreme Points and the Optimal Solution
• A Simple Minimization Problem
• Special Cases

2
Linear Programming

 Linear programming has nothing to do with computer programming.

 The use of the word “programming” here means “choosing a course

of action”.

 Linear programming is a problem-solving approach developed to

help managers make decisions.
Linear Programming (LP) Problem
• The maximization or minimization of some quantity is the
objective in all linear programming problems.

• All LP problems have

– Constraints that limit the objective function value.
– feasible solution satisfies all the problem's constraints.
– optimal solution is the largest possible objective function
value when maximizing (or smallest when minimizing).

• A graphical solution method can be used to solve a linear

program with two variables.
Linear Programming (LP) Problem
• If both the objective function and the constraints are linear, the
problem is referred to as a linear programming problem.

• Linear functions are functions in which each variable

appears in a separate term raised to the first power and is
multiplied by a constant (which could be 0).

• Linear constraints are linear functions that are restricted to be

"less than or equal to", "equal to", or "greater than or equal to"
a constant.
Which are NOT linear functions?
1. -2x1 + 4x2 – 1x3 < 80

2. 3√x1 - 2x2 ≥ 15

3. 2x1x2 + 5x3 < 17

4. 4x1 + 7x3 = 12

6
Problem Formulation

• Problem formulation or modeling is the process of translating

a verbal statement of a problem into a mathematical statement.

• Formulating models is an art that can only be mastered with

practice and experience.

• Every LP problem has some unique features, but most

problems also have common features.

• General guidelines for LP model formulation are illustrated on

the slides that follow.
Guidelines for Model Formulation
• Read and Understand the problem.
• Describe the objective.
• Describe each constraint.
• Define the decision variables.
• Write the objective in terms of the decision variables.
• Write the constraints in terms of the decision variables.
Problem Statement
• A Starbucks wants to maximize hourly profit on sales of lattes
and cappuccinos. They make $5 per latte and $7 per cappuccino.

• In any given hour,

– The latte frother can blend up to 6 cups per hour.
– The maximum milk supply in each hour is 19 cups. Lattes
require 2 cups, and cappuccinos take 3.
– The lid station can provide a max of 8 lids per hour. Each
latte and cappuccino must have a lid.

How can Starbucks maximize profit in each hour on sales of lattes

and cappuccinos?

9
 Objective
Max 5x1 + 7x2 Function
s.t. x1 < 6
“Regular”
2x1 + 3x2 < 19 Constraints
x1 + x2 < 8
Non-negativity
x1 > 0 and x2 > 0 Constraints
Graphical Solution
• Prepare a graph of the feasible solutions for each of the constraints.
• Determine the feasible region that satisfies all the constraints
simultaneously.
Type of constraint Feasible region (usually) will be
– > above/to the right
– < below/to the left
– = the line
• Draw an objective function line.
• Move parallel objective function lines toward larger objective function
values without entirely leaving the feasible region.
• Any feasible solution on the objective function line with the largest
value is an optimal solution.
11
Starbucks: Graphical Solution
x2

8
7
6
5
4
3
2
1
x1
1 2 3 4 5 6 7 8 9 10
Starbucks: Graphical Solution
x2 First Constraint Graphed

8
7 x1 = 6
6
Shaded region
5 contains all
4 feasible points
for this constraint
3
2
(6, 0)
1
x1
1 2 3 4 5 6 7 8 9 10
 Second Constraint Graphed
x2

8 (0, 6 )
7
6
5
2x1 + 3x2 = 19

4
Shaded
3
region contains
2 all feasible points (9 , 0)
1 for this constraint
x1
1 2 3 4 5 6 7 8 9 10
 Third Constraint Graphed
x2
(0, 8)
8
7
6 x1 + x2 = 8
5
4
Shaded
3
region contains
2 all feasible points
1 for this constraint (8, 0)
x1
1 2 3 4 5 6 7 8 9 10
 Combined-Constraint Graph
Showing Feasible Region
x2

8
x 1 + x2 = 8

7
6 x1 = 6
5
4
3
Feasible 2x1 + 3x2 = 19
2
Region
1
x1
1 2 3 4 5 6 7 8 9 10
 Objective Function Line
x2

8
7
(0, 5)
6 Objective Function
5 5x1 + 7x2 = 35
4
3
2
(7, 0)
1
x1
1 2 3 4 5 6 7 8 9 10
Selected Objective Function Lines
x2

8
7
5x1 + 7x2 = 35
6
5 5x1 + 7x2 = 39
4
3 5x1 + 7x2 = 42
2
1
x1
1 2 3 4 5 6 7 8 9 10
Optimal Solution
x2
Maximum
Objective Function Line
8
5x1 + 7x2 = 46
7
6 Optimal Solution
(x1 = 5, x2 = 3)
5
4
3
2
1
x1
1 2 3 4 5 6 7 8 9 10
• Solve for the Extreme Point at the Intersection of the Two Binding
Constraints
2x1 + 3x2 = 19
x1+ x2 = 8
The two equations will give:
x2 = 3

Substituting this into x1 + x2 = 8 gives: x1 = 5

Solve for the Optimal Value of the Objective Function

5x1 + 7x2 = 5(5) + 7(3) = 46
Extreme Points and the Optimal Solution

• The corners or vertices of the feasible region are referred to as

the extreme points.

• An optimal solution to an LP problem can be found at an

extreme point of the feasible region.

• When looking for the optimal solution, you do not have to

evaluate all feasible solution points; consider only the
extreme points of the feasible region.
Extreme Points
x2

8
7 5 (0, 6 )
6
5
4
4 (5, 3)
3
Feasible 3 (6, 2)
2 Region
1 1 (0, 0) 2 (6, 0)
x1
1 2 3 4 5 6 7 8 9 10
x2 Max Z = 5x1 + 7x2
(x1 , x2 ) Z
8
1 (0, 0) 0
7 5 2 (6, 0) 30
6
3 (6, 2) 44
5
4 (5, 3) 46
4
4 5 (6 1/3,0) 30 5/3
3
2
Feasible 3
Region
1
1 2
1 2 3 4 5 6 7 8 9 10 x1
23
 Problem
• A woodcarving‫لخشب‬TT‫حتا‬TT‫ ن‬agency manufactures two types of wooden toys:
soldiers and trains. A soldier sells for $27 and uses $10 worth of raw
materials. Each soldier that is manufactured increases his variable labor
and overhead costs (Examples include rent, gas, electricity, and wages)
by $14. A train sells for $21 and uses $9 worth of raw materials. Each
train built increases his variable labor and overhead costs by $10.
The manufacture of soldier and trains requires two types of skilled labor:
carpentry and finishing. A soldier requires 2 hours of finishing labor and
1 hour of carpentry labor. A train requires 1 hour of finishing and 1 hour
of carpentry labor. Each week he can obtain all the raw material he needs
but only 100 hours of finishing and 80 carpentry hours. Demand for
trains is unlimited, but at most 40 soldiers are bought every week.
Formulate the problem that may maximize the company’s weekly profit
and solve it graphically.
Problem
• The following table summarizes the key facts about two products,
A and B, and the resources Q, R, and S required to produce them.
Formulate a linear programming model for this problem. The
profit per unit is $3 for Product A and $2 for Product B.

Resource Resource Usage per Unit Amount of

Produced Available
Product A Product B Resource

Q 2 1 2
R 1 2 2
S 3 3 4
Assignment
• The Primo Insurance Company is introducing two new
product lines: special risk insurance and. Mortgages‫ارى‬T‫رهنعق‬
The expected profit is $5 per unit on special risk insurance and
$2 per unit on mortgages. Management wishes to establish
sales quotas‫ات‬T‫لمبيع‬TT‫ حصصا‬for new product lines. The work req.
are as follows. Formulate the LP model and solve it
graphically.
Department Work-hours per unit Work hours
Special Risk Mortgage Available

Underwriting 3 2 2,400
‫االكتتاب‬-‫تعهد بالتمويل‬
Admin.
‫ف‬T‫إلشرا‬TT‫ا‬ 0 1 800
Claims‫شكاوى‬TT‫ لا‬-‫بات‬TT‫مطا‬
‫ ل‬TT‫لا‬ 2 0 1,200
Computer Solution: Windows QM
Demo version available at:
http://wps.prenhall.com/bp_weiss_software_1/0,6750,91664-,00.html
Solving Graphically: Minimization Problem

• Prepare a graph of the feasible solutions for each of the

constraints.
• Determine the feasible region that satisfies all the constraints
simultaneously.
• Draw an objective function line.
• Move parallel objective function lines toward smaller
objective function values without entirely leaving the feasible
region.
• Any feasible solution on the objective function line with the
smallest value is an optimal solution.
A Simple Minimization Problem

LP Formulation

Min 5x1 + 2x2

s.t. 2x1 + 5x2 > 10

4x1  x2 > 12
x1 + x2 > 4

x1, x2 > 0
Graphical Solution
x2 Constraints Graphed
6
Feasible Region
5
4x1  x2 > 12
4
x 1 + x2 > 4
3

2 2x1 + 5x2 > 10

x1
1 2 3 4 5 6
 Objective Function Graphed

x22 Min 5x11 + 2x22

6

5
4x11  x22 > 12
4
x11 + x22 > 4
3

2 2x11 + 5x22 > 10

x11
1 2 3 4 5 6
• Solve for the Extreme Point at the Intersection of the Two Binding Constraints
4x1 - x2 = 12
x 1 + x2 = 4
Adding these two equations gives:

5x1 = 16 or x1 = 16/5

Substituting this into x1 + x2 = 4 gives: x2 = 4/5

Solve for the Optimal Value of the Objective Function

5x1 + 2x2 = 5(16/5) + 2(4/5) = 88/5
LP in Standard Form
• A linear program in which all the variables are non-negative and
all the constraints are equalities is said to be in standard form

• To attain‫تصل‬T‫ ل‬standard form you must

1. < constraints: Add slack variable ‫ركود‬TT‫ متغير لا‬to constraint
(coefficient of 0 in obj function)
2. > constraints: Subtract surplus‫ائض‬ TTT‫ ف‬from constraint
(coefficient of 0 in obj function)
3. = constraints: Add artificial variable‫الصطناعي‬TT‫ متغير ا‬to
constraint (coefficient of –M in obj function)
• Slack and surplus variables represent the difference
between the left and right sides of the constraints. Slack is
any unused resource, while surplus is the amount over
some required minimum level.

• The objective function coefficient for slack and surplus

variables is equal to 0.

• If slack/surplus variables are equal to 0 for a constraint, the

constraint is said to be binding T‫لزم‬
ِ ‫ ُم‬.
Slack Variables (for < constraints)

Max 5x1 + 7x2 + 0s1 + 0s2 + 0s3

s.t. x1 + s1 = 6
2x1 + 3x2 + s2 = 19
x1 + x2 + s3 = 8

s1 , s2 , and s3 x1, x2 , s1 , s2 , s3 > 0

are slack variables
Example in Standard Form
Optimal Solution
x2 Third
Constraint: First
8 x1 + x2 = 8 Constraint:
s3 = 0 x1 = 6
7
6 s1 = 1

5
Second
4
Constraint:
3 2x1 + 3x2 = 19
Optimal
2 Solution s2 = 0
1 (x1 = 5, x2 = 3)
x1
1 2 3 4 5 6 7 8 9 10
Surplus Variables

Minimization Example in Standard Form

Min 5x1 + 2x2 + 0s1 + 0s2 + 0s3

s.t. 2x1 + 5x2  s1 = 10

4x1  x2  s2 = 12
x1 + x2  s3 = 4

x1, x2, s1, s2, s3 > 0

s1 , s2 , and s3 are
surplus variables
LP’s Special Case: Alternative Optimal Solutions

Max 4x1 + 6x2

s.t. x1 < 6
2x1 + 3x2 < 18
x1 + x2 < 7

x1 > 0 and x2 > 0

Boundary constraint 2x1 + 3x2 < 18 and objective function
Max 4x1 + 6x2 are parallel. All points on line segment
A – B are optimal solutions.
x2
x1 + x2 < 7
7
6 Max 4x1 + 6x2
A
5
B x1 < 6
4
3 2x1 + 3x2 < 18
2
1
x1
1 2 3 4 5 6 7 8 9 10
Infeasibility

Max 2x1 + 6x2

s.t. 4x1 + 3x2 < 12

2x1 + x2 > 8

x1, x2 > 0
• There are no points that satisfy both constraints, so there
is no feasible region (and no feasible solution).
x2
10
2x1 + x2 > 8
8

6
4x1 + 3x2 < 12
4

x1
2 4 6 8 10
Unbounded Problem

Max 4x1 + 5x2

s.t. x1 + x2 > 5
3x1 + x2 > 8

x1, x2 > 0
The feasible region is unbounded and the objective
function line can be moved outward from the origin
without bound, infinitely increasing the objective function.
x2
10
3x1 + x2 > 8
8
M
6 ax
4x
1 +5
4 x2
x1 + x2 > 5
2

x1
2 4 6 8 10
Assignment
• The Sanders Garden Shop mixes two types of grass seed into a
blend. Each type of grass has been rated (per pound) according to its
shade tolerance, ability to stand up to traffic, and drought resistance,
as shown in the table. Type A seed costs $1 and Type B seed costs
$2. If the blend needs to score at least 300 points for shade
tolerance, 400 points for traffic resistance, and 750 points for
drought resistance, how many pounds of each seed should be in the
blend? How much will the blend cost?

Type A Type B
Shade Tolerance 1 1
Traffic Resistance 2 1
Drought Resistance 2 5